Seasonal Adjustment with the X-11 Method /
The most widely used statistical method in seasonal adjustment is without doubt that implemented in the X-11 Variant of the Census Method II Seasonal Adjustment Program. Developed at the US Bureau of the Census in the 1950's and 1960's, this computer program has undergone numerous modifica...
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| Format: | eBook |
| Language: | English |
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New York, NY :
Springer New York,
2001.
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| Series: | Lecture notes in statistics (Springer-Verlag) ;
158. |
| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
| Summary: | The most widely used statistical method in seasonal adjustment is without doubt that implemented in the X-11 Variant of the Census Method II Seasonal Adjustment Program. Developed at the US Bureau of the Census in the 1950's and 1960's, this computer program has undergone numerous modifications and improvements, leading especially to the X-11-ARIMA software packages in 1975 and 1988 and X-12-ARIMA, the first beta version of which is dated 1998. While these software packages integrate, to varying degrees, parametric methods, and especially the ARIMA models popularized by Box and Jenkins, they remain in essence very close to the initial X-11 method, and it is this "core" that Seasonal Adjustment with the X-11 Method focuses on. With a Preface by Allan Young, the authors document the seasonal adjustment method implemented in the X-11 based software. It will be an important reference for government agencies, macroeconomists, and other serious users of economic data. After some historical notes, the authors outline the X-11 methodology. One chapter is devoted to the study of moving averages with an emphasis on those used by X-11. Readers will also find a complete example of seasonal adjustment, and have a detailed picture of all the calculations. |
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| Item Description: | Electronic resource. |
| Physical Description: | 1 online resource (xxii, 256 pages 24 illustrations) |
| ISBN: | 9781461301752 (electronic bk.) 1461301750 (electronic bk.) |
| ISSN: | 0930-0325 ; |